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The LIBOR Market Model In Practice

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model.
RIP - This product is no longer available on our network. It was last seen on 01.01.2015

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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9780470014431
Availability: In Stock
£47.60
tax & finance Business > Tax & Finance
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Product Description

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives & therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model.

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Model - A representation of a person or thing, usually smaller scale. It can also be a person that wears clothing.

Supplier Information

Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
Fast delivery
Page Updated: 2015-03-31 20:45:45

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